Extracellular vesicles (EVs), based on their origin or size, can be classified as apoptotic bodies, microvesicles (MVs)/microparticles (MPs), and exosomes. EVs are one of the new emerging modes of communication between cells that are providing new insights into the pathophysiology of several diseases. EVs released from activated or apoptotic cells contain specific proteins (signaling molecules, receptors, integrins, cytokines), bioactive lipids, nucleic acids (mRNA, miRNA, small non coding RNAs, DNA) from their progenitor cells. In the brain, EVs contribute to intercellular communication through their basal release and uptake by surrounding cells, or release into the cerebrospinal fluid (CSF) and blood. In the central nervous system (CNS), EVs have been suggested as potential carriers in the intercellular delivery of misfolded proteins associated to neurodegenerative disorders, such as tau and amyloid β in Alzheimer's Disease (AD), α-synuclein in Parkinson's Disease (PD), superoxide dismutase (SOD)1 in amyotrophic lateral sclerosis and huntingtin in Huntington's Disease. Multiple studies indicate that EVs are involved in the pathogenesis of AD, although their role has not been completely elucidated. The focus of this review is to analyze the new emerging role of EVs in AD progression, paying particular attention to microglia EVs. Recent data show that microglia are the first myeloid cells to be activated during neuroinflammation. Microglial EVs in fact, could have both a beneficial and a detrimental action in AD. The study of EVs may provide specific, precise information regarding the AD transition stage that may offer possibilities to intervene in order to retain cognition. In chronic neurodegenerative diseases EVs could be a novel biomarker to monitor the progression of the pathology and also represent a new therapeutical approach to CNS diseases.